Spread the walnuts and almonds in a single layer on a baking sheet with sides and warm in a 350ºF oven just until toasted, about 5 minutes. Allow to cool, and then pulse with the cashews in a food processor until finely chopped.
In a medium glass or ceramic mixing bowl, combine nuts, mayonnaise, and blue cheese. Mix well. Gently stir in yoghurt. Cover and chill for 2 to 3 hours before serving.
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